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Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply

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  • Alejandro Mosiño

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File URL: http://hdl.handle.net/10.1007/s10614-010-9222-2
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Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 39 (2012)
Issue (Month): 1 (January)
Pages: 13-27

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Handle: RePEc:kap:compec:v:39:y:2012:i:1:p:13-27

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Web page: http://www.springerlink.com/link.asp?id=100248
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Related research

Keywords: Chebyshev polynomial approximation; Chebyshev nodes; Optimal stopping problem; C63; D81;

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References

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  1. Saman Majd & Robert S. Pindyck, 1985. "Time to Build, Option Value, and Investment Decisions," NBER Working Papers 1654, National Bureau of Economic Research, Inc.
  2. Guglielmo Maria Caporale & Mario Cerrato, 2008. "Using Chebyshev Polynomials to Approximate Partial Differential Equations," CESifo Working Paper Series 2308, CESifo Group Munich.
  3. Judd, Kenneth L., 1992. "Projection methods for solving aggregate growth models," Journal of Economic Theory, Elsevier, vol. 58(2), pages 410-452, December.
  4. He, Hua & Pindyck, Robert S., 1992. "Investments in flexible production capacity," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 575-599.
  5. Dangl, Thomas & Wirl, Franz, 2004. "Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1437-1460, April.
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Cited by:
  1. Mosiño, Alejandro, 2012. "Producing energy in a stochastic environment: Switching from non-renewable to renewable resources," Resource and Energy Economics, Elsevier, vol. 34(4), pages 413-430.

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